+508.9%
XLP vs JBHT
+6,981.9%
-6,473.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.2% |
| 7D | -1.0% | +4.9% | -5.9% | -1.8% |
| 30D | -0.9% | +0.6% | -1.5% | -1.1% |
| 3M | +3.8% | -3.2% | +7.0% | +4.1% |
| 6M | -1.7% | +17.0% | -18.7% | -4.5% |
| YTD | +10.3% | +41.7% | -31.4% | +3.9% |
| 1Y | +7.8% | +90.0% | -82.2% | -3.5% |
| 3Y | +27.2% | +47.0% | -19.8% | +16.9% |
| 5Y | +32.5% | +58.3% | -25.8% | +19.0% |
| 10Y | +101.8% | +273.9% | -172.1% | +56.3% |
| All | +508.9% | +6,981.9% | -6,473.0% | +241.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling